Stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LE Lands' End, Inc. | Consumer Cyclical | 55% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 30% |
AAPL Apple Inc. | Technology | 10% |
L Loews Corporation | Financial Services | 5% |
Performance
The chart shows the growth of an initial investment of $10,000 in Stocks, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Mar 20, 2014, corresponding to the inception date of LE
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Stocks | 7.10% | 3.63% | -10.57% | 3.61% | -0.20% | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 21.38% | 8.62% | 8.06% | 14.47% | 12.63% | 11.87% |
AAPL Apple Inc. | 48.01% | 10.07% | 5.97% | 29.67% | 34.94% | 26.90% |
LE Lands' End, Inc. | -11.73% | 9.66% | -25.88% | -16.77% | -20.63% | N/A |
L Loews Corporation | 20.51% | 7.56% | 20.90% | 21.11% | 8.35% | 4.62% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -5.12% | 13.78% | 12.73% | -11.30% | -3.84% | -9.41% | 11.09% |
Dividend yield
Stocks granted a 0.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks | 0.49% | 0.59% | 0.43% | 0.55% | 0.65% | 0.82% | 0.71% | 0.83% | 0.84% | 0.76% | 0.78% | 0.78% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.42% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% | 2.18% |
AAPL Apple Inc. | 0.50% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
LE Lands' End, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
L Loews Corporation | 0.36% | 0.43% | 0.43% | 0.56% | 0.48% | 0.55% | 0.50% | 0.53% | 0.65% | 0.59% | 0.52% | 0.61% |
Expense Ratio
The Stocks has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.04 | ||||
AAPL Apple Inc. | 1.38 | ||||
LE Lands' End, Inc. | -0.53 | ||||
L Loews Corporation | 1.13 |
Asset Correlations Table
| LE | L | AAPL | SPY | |
|---|---|---|---|---|
| LE | 1.00 | 0.24 | 0.22 | 0.34 |
| L | 0.24 | 1.00 | 0.35 | 0.64 |
| AAPL | 0.22 | 0.35 | 1.00 | 0.70 |
| SPY | 0.34 | 0.64 | 0.70 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Stocks. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Stocks was 63.43%, occurring on Mar 13, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.43% | Jul 23, 2021 | 412 | Mar 13, 2023 | — | — | — |
| -60.79% | Dec 30, 2014 | 1325 | Apr 3, 2020 | 145 | Oct 29, 2020 | 1470 |
| -29.81% | Mar 18, 2021 | 39 | May 12, 2021 | 34 | Jun 30, 2021 | 73 |
| -18.64% | Nov 27, 2020 | 11 | Dec 11, 2020 | 20 | Jan 12, 2021 | 31 |
| -13.66% | Mar 21, 2014 | 16 | Apr 11, 2014 | 44 | Jun 16, 2014 | 60 |
Volatility Chart
The current Stocks volatility is 6.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.